S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.66%
decreased by 0.25%
1 Week
22.97%
increased by 0.06%
1 Month
24.08%
increased by 1.17%
Analysis last updated: Saturday, June 13, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 18.20 | |
| 0.0498 | 22.30 | |
| 0.9387 | 387.89 |
Estimation Period:
Jan 8, 1993 to Jun 12, 2026
Jan 8, 1993 to Jun 12, 2026
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